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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Volatilität
Schätztheorie
Estimation
173
Schätzung
173
Forecasting model
62
Prognoseverfahren
62
Volatility
59
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
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52
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52
Aktienmarkt
39
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61
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
25
Bollerslev, Tim
24
Todorov, Viktor
24
Wohar, Mark E.
23
Bouri, Elie
22
Pierdzioch, Christian
22
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Brooks, Robert
17
Kang, Sang Hoon
16
Mensi, Walid
16
Tauchen, George Eugene
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Kumbhakar, Subal
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
McMillan, David G.
13
Narayan, Paresh Kumar
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Gao, Jiti
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
Nonejad, Nima
12
Su, Liangjun
12
Wu, Xinyu
12
Caporin, Massimiliano
11
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The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
Journal of multinational financial management
2
The European journal of finance
2
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1
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1
Defence and peace economics
1
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Emerging markets review
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Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
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Journal of international commerce, economics and policy
1
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1
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1
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1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
61
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
7
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
8
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
9
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
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